The price effects of FTSE 100 index revision : what drives the long-term abnormal return reversal?
Khelifa Mazouz and Brahim Saadouni
| Year of publication: |
2007
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|---|---|
| Authors: | Mazouz, Khelifa ; Saadouni, Brahim |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 17.2007, 4/6, p. 501-510
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| Subject: | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Heteroskedastizität | Heteroscedasticity | Betafaktor | Beta risk | Großbritannien | United Kingdom | 1994-2003 |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003446111